Haven't tried the roaches, the idea of not smelling is a bonus! We actually bought a pretty high end air filter that negates the smell of the mealworm colony which in our case went from one or two plastic drawers to 4 entire sets of drawers all full of either beetles, larva or worms. We went to raising them so we could control the food the worms eat and therefore the nutrition going into any long term education bats. Plus we were having to order more whenever we had a spike in intakes and the cost was increasing quickly.
We've done wax worms once, gave them all away to a friend with tortoises and others after our big brown spit the wax worm back out after one chew. Was pretty priceless, wax worm went up under the cloth, heard him make one chew and then patooey! Out it came!
The good thing for us with mealworms and bats is that we have so many different species of bats in this region and some are very small and eat smaller insect prey, while others are quite large and eat larger prey that we can pull out various life stages of worm development and have food no matter the time.
Right now the free-tailed bats (8 in all) are wiping out medium sized mealworms like a bunch of hot dog eaters at a county fair competition! Fellas can eat!
We've tried crickets as well, even our pallid bats which eat scorpions and large centipedes here natively preferred the mealworms. Just tried a cricket with one of them last week, she took one bite and just paused until I pulled it back and replaced with a mealworm.
Bats are fascinating for a variety of reasons just biologically and behaviorally. We used to use a local rehabber who became a good friend for any downed or injured that needed aid, but when she moved we became the go to in this area which has been great, we've learned a lot and have far more knowledge of their behavior than we gain by our short inspections in attics or homes and other work.
Feel fortunate to have the opportunity and good colleagues including vets who assist with things that require more special work.
Received a call about a silver-haired bat this morning roosting on a downtown porch overhang. Nothing that raises too much concern depending on the species but we always go look anyway. In this case, female bat, from a few feet away looks fine, up close on the ladder can see one eye is either swollen shut or missing, rip in ear and wing characteristic of bird attack (most injuries we get are from cats) and a few other issues including very swollen muzzle.
Bat ate like a starved animal, drank massive amounts and would have kept going if we didn't cut her off to allow some time between digesting to avoid bloat, etc...
After two feedings and some hands on and pain meds, antibiotics, bat already displays a contentment buzz which shows good things to come.
Again, not for everyone, but wife and I are both beyond into this and it complements our exclusion work, our bat survey work, outreach and teaching, etc... on bats.
**
Back to the roaches, it isn't uncommon for a mealworm or beetle to be found cruising around the house somewhere, wife doesn't think twice. I'm not sure she'd have the
same love for the roaches!

Ha!
Justin